+530.3%
WULF vs GPN
+2,487.0%
-1,956.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | -4.6% | +6.0% | +2.1% |
| 30D | -2.6% | -0.3% | -2.3% | -2.8% |
| 3M | -34.0% | +35.4% | -69.4% | -38.1% |
| 6M | +10.0% | +21.7% | -11.7% | +4.9% |
| YTD | +45.7% | +14.9% | +30.8% | +39.2% |
| 1Y | +57.3% | +3.2% | +54.1% | +53.4% |
| 3Y | +878.9% | -27.1% | +906.1% | +916.4% |
| 5Y | -28.3% | -44.4% | +16.1% | -24.6% |
| 10Y | +82.7% | +27.0% | +55.7% | +83.6% |
| All | +530.3% | +2,487.0% | -1,956.7% | +412.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling